Figure 1.1: Estimated value of regime using normalized IPW
Figure 1.2: Estimated value surface of regime using quadratic MSM and scatter plot of normalized IPW estimates.
Figure 2.1: Estimated value of regime using interpolating GP after an additional 25 sampled points
Figure 2.2: Estimated value of regime using homoskedastic GP after an additional 25 sampled points
Figure 2.3: Estimated value of regime using heteroskedastic GP after an additional 25 sampled points
Figure 3.1: Estimated value of regime using interpolating GP after an additional 25 sampled points
Figure 3.2: Estimated value of regime using homoskedastic GP after an additional 25 sampled points
Figure 3.3: Estimated value of regime using homoskedastic GP after an additional 25 sampled points